Positive Alpha Generation

Diderich describes tools and techniques, which can be used todevelop quantitative models for actively managing investmentproducts, and focuses on how theoretical models can and should beused in practice. He describes the interaction between differentelements of an investment process's value chain in a single andconsistent framework. A key focus is placed on illustrating thetheory with real world examples. At the end of the book the readerwill be capable of designing or enhancing an investment process foran investment or portfolio managers products from start tofinish.* Increased pressure to add value through investments makes this ahot topic in the investment world* Combined theoretical and practical approach makes this bookappealing to a wide audience of quants and investors* The only book to show how to design and implement quantitativemodels for gaining positive alpha